Classification of the boundaries for the diffusion on an open interval

DOI10.1007/BF01058544MaRDI QIDQ808538zbMATH OpenOpenAlexFDO

Authors Jörg-Uwe Löbus

Publication date 1991

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01058544

zbMATH Keywords

boundary theoryclassification of boundariesone-dimensional diffusions

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50)

Review text

A new classification of natural boundaries which describes the behaviour of a diffusion process near such a boundary is introduced. Analytical and probabilistic properties of this classification are investigated. Furthermore, a comparison with known classifications is given.

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Cited in

(3)

• A classification of diffusion processes with boundaries by their invariant measures
• Boundary classification and simulation of one-dimensional diffusion processes
• A short review on boundary behavior of linear diffusion processes

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